1. For the simple linear regression (SLR) model yi = Be + B,1; + Uj, with y; as the IBM stock return and r; as the market return (CAPM) that are both in original units, e.g., 0.05 means 5% monthly return. Suppose we only change the unit of r; to percentage points, i.e., the market return I; will be 5 for the 5% monthly return. Does this change the values of Bo, and B.? If so, by how much? Suppose we only change the unit of yi to percentage points, i.e., the IBM stock return yi will be 5 for the 5% monthly return. Does this change the values of Boy and 3,? If so, by how much? Do the two changes of units above make R different? Use the definition of R to prove it. 1. For the simple linear regression (SLR) model yi = Be + B,1; + Uj, with y; as the IBM stock return and r; as the market return (CAPM) that are both in original units, e.g., 0.05 means 5% monthly return. Suppose we only change the unit of r; to percentage points, i.e., the market return I; will be 5 for the 5% monthly return. Does this change the values of Bo, and B.? If so, by how much? Suppose we only change the unit of yi to percentage points, i.e., the IBM stock return yi will be 5 for the 5% monthly return. Does this change the values of Boy and 3,? If so, by how much? Do the two changes of units above make R different? Use the definition of R to prove it